Related papers: Generic Multifractality in Exponentials of Long Me…
We study the intermittency properties of two branching processes, one with a uniform and another with a singular splitting kernel. The asymptotic intermittency indices, as well as the leading corrections to the asymptotic linear regime are…
We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…
The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…
The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index $\alpha$ and a Hurst exponent $H$. We consider a nonstationary extension where the…
The so-called partition function is a sample moment statistic based on blocks of data and it is often used in the context of multifractal processes. It will be shown that its behaviour is strongly influenced by the tail of the distribution…
In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…
Many physical and physiological signals exhibit complex scale-invariant features characterized by $1/f$ scaling and long-range power-law correlations, suggesting a possibly common control mechanism. Specifically, it has been suggested that…
The Frisch-Parisi multifractal formalism remains the most compelling rationalisation for anomalous scaling in fully developed turbulence. We now show that this formalism can be adapted locally to reveal the spatial distribution of…
We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…
Moving from univariate to bivariate jointly dependent long-memory time series introduces a phase parameter $(\gamma)$, at the frequency of principal interest, zero; for short-memory series $\gamma=0$ automatically. The latter case has also…
By studying the statistics of recurrence intervals, $\tau$, between volatilities of Internet traffic rate changes exceeding a certain threshold $q$, we find that the probability distribution functions, $P_{q}(\tau)$, for both byte and…
The success of machine learning has resulted from its structured representation of data. Similar data have close internal representations as compressed codes for classification or emerged labels for clustering. We observe that the frequency…
For a Borel measure and a sequence of partitions on the unit interval, we define a multifractal spectrum based on coarse Holder regularity. Specifically, the coarse Holder regularity values attained by a given measure and with respect to a…
In this paper, an experimental velocity database of a bacterial collective motion , e.g., \textit{B. subtilis}, in turbulent phase with volume filling fraction $84\%$ provided by Professor Goldstein at the Cambridge University UK, was…
We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a…
We study the long-term memory in diverse stock market indices and foreign exchange rates using the Detrended Fluctuation Analysis(DFA). For all daily and high-frequency market data studied, no significant long-term memory property is…
We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…
We study percolation as a critical phenomenon on a multifractal support. The scaling exponents of the the infinite cluster size ($\beta$ exponent) and the fractal dimension of the percolation cluster ($d_f$) are quantities that seem do not…
In Refs. [1,2] we have shown how a combination of modern linear-scaling DFT, together with a subsequent use of large, effective tight-binding Hamiltonians, allows to compute multifractal wave functions yielding the critical properties of…
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…